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In [[statistics]] and [[economics]], causality is often tested via [[regression analysis]]. Several methods can be used to distinguish actual causality from spurious correlations. First, economists constructing regression models establish the direction of causal relation based on economic theory (theory-driven econometrics). For example, if one studies the dependency between rainfall and the future price of a commodity, then theory (broadly construed) indicates that rainfall can influence prices, but futures prices cannot make changes to the amount of rain<ref>{{Cite book|last=Simon|first=Herbert|title=Models of Discovery|publisher=Springer|year=1977|location=Dordrecht|page=52}}</ref> . Second, the [[instrumental variables]] (IV) technique may be employed to remove any reverse causation by introducing a role for other variables (instruments) that are known to be unaffected by the dependent variable. Third, economists consider time precedence to choose appropriate model specification. Given that partial correlations are symmetrical, one cannot determine the direction of causal relation based on correlations only. Based on the notion of probabilistic view on causality, economists assume that causes must be prior in time than their effects. This leads to using the variables representing phenomena happening earlier as independent variables and developing econometric tests for causality (e.g., Granger-causality tests) applicable in time series analysis<ref>{{Cite book|last=Maziarz|first=Mariusz|title=The Philosophy of Causality in Economics: Causal Inferences and Policy Proposals|publisher=Routledge|year=2020|location=New York}}</ref>. Fifth, other regressors are included to ensure that [[confounding variable]]s are not causing a regressor to appear to be significant spuriously but, in the areas suffering from the problem of multicollinearity such as macroeconomics, it is in principle impossible to include all confounding factors and therefore econometric models are susceptible to the common-cause fallacy.<ref>{{Cite journal|last=Henschen|first=Tobias|date=2018|title=The in-principle inconclusiveness of causal evidence in macroeconomics|journal=European Journal for Philosophy of Science|volume=8|pages=709–733}}</ref>. Recently, the movement of design-based econometrics has popularized using natural experiments and quasi-experimental research designs to address the problem of spurious correlations.<ref>{{Cite book|last=Angrist Joshua & Pischke Jörn-Steffen|title=Mostly Harmless Econometrics: An Empiricist's Companion|publisher=Princeton University Press|year=2008|location=Princeton}}</ref>
In [[statistics]] and [[economics]], causality is often tested via [[regression analysis]]. Several methods can be used to distinguish actual causality from spurious correlations. First, economists constructing regression models establish the direction of causal relation based on economic theory (theory-driven econometrics). For example, if one studies the dependency between rainfall and the future price of a commodity, then theory (broadly construed) indicates that rainfall can influence prices, but futures prices cannot make changes to the amount of rain<ref>{{Cite book|last=Simon|first=Herbert|title=Models of Discovery|publisher=Springer|year=1977|location=Dordrecht|page=52}}</ref> . Second, the [[instrumental variables]] (IV) technique may be employed to remove any reverse causation by introducing a role for other variables (instruments) that are known to be unaffected by the dependent variable. Third, economists consider time precedence to choose appropriate model specification. Given that partial correlations are symmetrical, one cannot determine the direction of causal relation based on correlations only. Based on the notion of probabilistic view on causality, economists assume that causes must be prior in time than their effects. This leads to using the variables representing phenomena happening earlier as independent variables and developing econometric tests for causality (e.g., Granger-causality tests) applicable in time series analysis<ref>{{Cite book|last=Maziarz|first=Mariusz|title=The Philosophy of Causality in Economics: Causal Inferences and Policy Proposals|publisher=Routledge|year=2020|location=New York}}</ref>. Fifth, other regressors are included to ensure that [[confounding variable]]s are not causing a regressor to appear to be significant spuriously but, in the areas suffering from the problem of multicollinearity such as macroeconomics, it is in principle impossible to include all confounding factors and therefore econometric models are susceptible to the common-cause fallacy.<ref>{{Cite journal|last=Henschen|first=Tobias|date=2018|title=The in-principle inconclusiveness of causal evidence in macroeconomics|journal=European Journal for Philosophy of Science|volume=8|pages=709–733}}</ref>. Recently, the movement of design-based econometrics has popularized using natural experiments and quasi-experimental research designs to address the problem of spurious correlations.<ref>{{Cite book|last=Angrist Joshua & Pischke Jörn-Steffen|title=Mostly Harmless Econometrics: An Empiricist's Companion|publisher=Princeton University Press|year=2008|location=Princeton}}</ref>
在统计学和经济学中，因果关系通常通过回归分析来检验。有几种方法可以用来区分真实的因果关系和虚假的相关性。第一，经济学家根据经济理论('''<font color='#ff8000>理论驱动theory-driven</font>'''的计量经济学)构建回归模型，从而确定因果关系的方向。
例如，如果研究降雨量与商品未来价格之间的依赖关系，那么理论(广义解释)表明，降雨量可以影响价格，但期货价格不能改变降雨量。其次，'''<font color = '#ff8000'>工具变量(IV)</font>'''技术可以用来消除任何反向因果关系，通过引入其他变量(工具)的作用，已知是不受因变量的影响。第三，经济学家考虑时间优先选择合适的模型规范。由于部分相关是对称的，人们不能确定方向的因果关系的基础上，只有相关性。基于对因果关系的概率观点，经济学家假设原因必须在时间上优先于它们的结果。这导致使用表示早期发生的现象的变量作为自变量，并开发适用于时间序列分析的因果关系检验(例如，'''<font color = '#ff8000'>格兰杰因果检验</font>''')的计量经济学检验。第五，包括其他回归因素是为了确保'''<font color = '#ff8000'>混淆变量</font>'''不会导致回归因素出现明显的虚假性，但在遭受多重共线性问题困扰的领域，如宏观经济学，原则上不可能包括所有混杂因素，因此计量经济模型容易出现共因谬误。 .近年来，以设计为基础的计量经济学运动已经推广使用自然实验和准实验研究设计来解决虚假关联的问题。
== In social science ==
== In social science ==